+1,074.3%
LRCX vs SITM
+4,532.8%
-3,458.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.4% |
| 7D | +1.8% | +4.8% | -3.0% | +0.1% |
| 30D | -4.3% | -9.7% | +5.4% | -1.1% |
| 3M | -7.3% | -9.3% | +2.0% | -4.9% |
| 6M | +38.6% | +69.5% | -31.0% | +12.8% |
| YTD | +74.4% | +70.5% | +3.9% | +40.2% |
| 1Y | +179.1% | +145.3% | +33.9% | +95.0% |
| 3Y | +357.7% | +432.8% | -75.1% | +123.1% |
| 5Y | +424.9% | +174.0% | +250.9% | +180.3% |
| All | +1,074.3% | +4,532.8% | -3,458.6% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling